-44.6%
VG vs MXL
+134.1%
-178.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.4% |
| 7D | +14.0% | +13.4% | +0.5% | +12.4% |
| 30D | -1.0% | -29.2% | +28.3% | +1.6% |
| 3M | -2.7% | -27.2% | +24.5% | -1.4% |
| 6M | +1.5% | -36.4% | +37.9% | +2.0% |
| YTD | +93.7% | +220.0% | -126.3% | +22.9% |
| 1Y | +68.5% | +304.8% | -236.2% | -6.3% |
| All | -44.6% | +134.1% | -178.6% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling